Pruning does more than just train the trees into a pleasing shape. It can make a difference in your fruit production and overall health of the tree.
When trees are young, prune to establish the overall shape of the tree, but don't overprune or you'll delay fruit production.You can train trees to a single strong central stem (called a central leader) or to a more open, vase-shaped form, which can generally be kept much shorter. You should also remove any weak or crossing branches.
Pruning is generally done in the winter, when the trees are dormant. If you are espaliering a fruit tree, this is when you would make the cuts to train the branches.
Summer pruning of fruit trees will help keep trees strong, make it easier to reach the fruit, and keep dwarf and semi-dwarf trees from outgrowing their space. Summer pruning should only be done when trees are mature, and only in climates that don't get early fall frosts.